Multivariate Archimax copulas

Charpentier, A., Fougères, A.-L., Genest, C., Nešlehová, J.G.

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Volume:

126

Language:

english

Journal:

Journal of Multivariate Analysis

DOI:

10.1016/j.jmva.2013.12.013

Date:

April, 2014

File:

PDF, 1.61 MB

english, 2014

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